Nepi Rockcastle Nv AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.48% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1157 | 17.06 | |
| 0.1205 | 35.74 | |
| 0.8190 | 197.55 | |
| 0.3976 | 8.85 |
Estimation Period:
Jun 13, 2011 to Feb 6, 2026
Jun 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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